Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems (Q5215516)
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scientific article; zbMATH DE number 7166153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems |
scientific article; zbMATH DE number 7166153 |
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Existence of Lagrange Multipliers under Gâteaux Differentiable Data with Applications to Stochastic Optimal Control Problems (English)
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12 February 2020
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Lagrange multipliers
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Gâteaux differentiability
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calmness
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metric regularity
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optimality conditions
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stochastic optimal control problems
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